CME Euro FX (E) Future December 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3667 |
1.3596 |
-0.0071 |
-0.5% |
1.3609 |
| High |
1.3667 |
1.3602 |
-0.0065 |
-0.5% |
1.3680 |
| Low |
1.3590 |
1.3545 |
-0.0045 |
-0.3% |
1.3510 |
| Close |
1.3593 |
1.3549 |
-0.0044 |
-0.3% |
1.3653 |
| Range |
0.0077 |
0.0057 |
-0.0020 |
-26.0% |
0.0170 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.3% |
0.0000 |
| Volume |
177 |
298 |
121 |
68.4% |
1,127 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3736 |
1.3700 |
1.3580 |
|
| R3 |
1.3679 |
1.3643 |
1.3565 |
|
| R2 |
1.3622 |
1.3622 |
1.3559 |
|
| R1 |
1.3586 |
1.3586 |
1.3554 |
1.3576 |
| PP |
1.3565 |
1.3565 |
1.3565 |
1.3560 |
| S1 |
1.3529 |
1.3529 |
1.3544 |
1.3519 |
| S2 |
1.3508 |
1.3508 |
1.3539 |
|
| S3 |
1.3451 |
1.3472 |
1.3533 |
|
| S4 |
1.3394 |
1.3415 |
1.3518 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4059 |
1.3747 |
|
| R3 |
1.3954 |
1.3889 |
1.3700 |
|
| R2 |
1.3784 |
1.3784 |
1.3684 |
|
| R1 |
1.3719 |
1.3719 |
1.3669 |
1.3752 |
| PP |
1.3614 |
1.3614 |
1.3614 |
1.3631 |
| S1 |
1.3549 |
1.3549 |
1.3637 |
1.3582 |
| S2 |
1.3444 |
1.3444 |
1.3622 |
|
| S3 |
1.3274 |
1.3379 |
1.3606 |
|
| S4 |
1.3104 |
1.3209 |
1.3560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0076 |
0.6% |
23% |
False |
False |
307 |
| 10 |
1.3680 |
1.3510 |
0.0170 |
1.3% |
0.0056 |
0.4% |
23% |
False |
False |
223 |
| 20 |
1.3752 |
1.3510 |
0.0242 |
1.8% |
0.0049 |
0.4% |
16% |
False |
False |
391 |
| 40 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0043 |
0.3% |
8% |
False |
False |
209 |
| 60 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0039 |
0.3% |
8% |
False |
False |
149 |
| 80 |
1.3980 |
1.3510 |
0.0470 |
3.5% |
0.0036 |
0.3% |
8% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3844 |
|
2.618 |
1.3751 |
|
1.618 |
1.3694 |
|
1.000 |
1.3659 |
|
0.618 |
1.3637 |
|
HIGH |
1.3602 |
|
0.618 |
1.3580 |
|
0.500 |
1.3574 |
|
0.382 |
1.3567 |
|
LOW |
1.3545 |
|
0.618 |
1.3510 |
|
1.000 |
1.3488 |
|
1.618 |
1.3453 |
|
2.618 |
1.3396 |
|
4.250 |
1.3303 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3574 |
1.3613 |
| PP |
1.3565 |
1.3591 |
| S1 |
1.3557 |
1.3570 |
|